+250.2%
XLI vs CRL
+249.3%
+0.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -2.3% | -6.9% | +4.6% | -0.4% |
| 30D | -8.2% | -3.2% | -5.0% | -7.4% |
| 3M | +0.8% | +46.5% | -45.8% | -9.8% |
| 6M | +0.8% | +63.1% | -62.3% | -13.3% |
| YTD | +10.5% | +36.9% | -26.3% | -0.8% |
| 1Y | +14.1% | +78.1% | -64.0% | -5.7% |
| 3Y | +68.6% | +36.7% | +31.9% | +42.3% |
| 5Y | +80.4% | -38.1% | +118.5% | +95.7% |
| All | +250.2% | +249.3% | +0.8% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling